+221.1%
COF vs JBHT
+192.4%
+28.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -1.5% | -1.6% | +0.1% | -0.6% |
| 30D | +3.0% | -2.3% | +5.3% | +4.0% |
| 3M | -7.9% | -18.5% | +10.5% | +1.2% |
| 6M | +5.2% | -11.3% | +16.5% | +9.1% |
| YTD | -15.7% | +12.6% | -28.3% | -24.1% |
| 1Y | -5.5% | +29.8% | -35.2% | -21.5% |
| 3Y | +100.5% | +28.1% | +72.4% | +58.5% |
| 5Y | +42.3% | +17.7% | +24.7% | +14.8% |
| All | +221.1% | +192.4% | +28.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling